At the **Algorithms & Mathematics Society (AMS)**, we explore the space where deep algorithmic thinking meets quantitative finance. To gear up for our upcoming **AMS Official Round 1 (1st of March, 2026)**, we’ve just dropped a practice teaser problem: the Option Payoff Calculator.↵
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**The Teaser Challenge** (A — level):↵
If you're interested in the math behind the markets, this one is for you. You're tasked with evaluating a simple call option on a stock. Given a strike price, current price, and a set of possible future price levels with their respective probabilities, can you calculate the expected payoff of the option?↵
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It's a perfect blend of expected value mathematics and implementation logic. It might sound straightforward, but structuring your logic to handle the inputs efficiently and computing the exact floating-point output is key.↵
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**Why This Matters**↵
This problem is a classic example of applying probability to derivative pricing—a basic fundamental concept for anyone looking to build a strong foundation in Quant finance and high-frequency trading. It's exactly the kind of practical, market-driven logic we love to test.↵
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Ready to Code?↵
**Write your solution:** C++, Python, Java, Go—use whatever language you're most comfortable with.↵
Submit: Email your source code to admin@amsociety.in with the subject line "AMS Round 1 Teaser [Your Name]".↵
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This is a practice run to get you warmed up, so it won't affect your AMS contest rating. The official solution and editorial will be released on Sunday, February 22nd.↵
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AMS Round 1 Link: https://mirror.codeforces.com/contestInvitation/b03d1231743513f093a32dda767b04cb3fd1bcda↵
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AMS Website: www.amsociety.in↵
Let's see what you've got. Happy coding!
↵
**The Teaser Challenge** (A — level):↵
If you're interested in the math behind the markets, this one is for you. You're tasked with evaluating a simple call option on a stock. Given a strike price, current price, and a set of possible future price levels with their respective probabilities, can you calculate the expected payoff of the option?↵
↵
It's a perfect blend of expected value mathematics and implementation logic. It might sound straightforward, but structuring your logic to handle the inputs efficiently and computing the exact floating-point output is key.↵
↵
**Why This Matters**↵
This problem is a classic example of applying probability to derivative pricing—a basic fundamental concept for anyone looking to build a strong foundation in Quant finance and high-frequency trading. It's exactly the kind of practical, market-driven logic we love to test.↵
↵
Ready to Code?↵
**Write your solution:** C++, Python, Java, Go—use whatever language you're most comfortable with.↵
Submit: Email your source code to admin@amsociety.in with the subject line "AMS Round 1 Teaser [Your Name]".↵
↵
This is a practice run to get you warmed up, so it won't affect your AMS contest rating. The official solution and editorial will be released on Sunday, February 22nd.↵
↵
AMS Round 1 Link: https://mirror.codeforces.com/contestInvitation/b03d1231743513f093a32dda767b04cb3fd1bcda↵
↵
AMS Website: www.amsociety.in↵
Let's see what you've got. Happy coding!
